Continuity of the solution of the Riccati equations for continuous time JLQP

Adam Czornik

doi:10.1109/9.855554

Continuity of the solution of the Riccati equations for continuous time JLQP

Adam Czornik

Department of Automatic Control and Robotics (RAU/RAU3)

Research output: Contribution to journal › Article › peer-review

7 Citations (Scopus)

Abstract

In this correspondence the continuity of the solution of the differential and algebraic Riccati equations for a continuous-time, Markovian, jump linear quadratic control problem as a function of coefficients is verified. The assumptions for this are stochastic stabilizability and observability.

Original language	English
Pages (from-to)	934-937
Number of pages	4
Journal	IEEE Transactions on Automatic Control
Volume	45
Issue number	5
DOIs	https://doi.org/10.1109/9.855554
Publication status	Published - May 2000

ASJC Scopus subject areas

Control and Systems Engineering
Computer Science Applications
Electrical and Electronic Engineering

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abstract = "In this correspondence the continuity of the solution of the differential and algebraic Riccati equations for a continuous-time, Markovian, jump linear quadratic control problem as a function of coefficients is verified. The assumptions for this are stochastic stabilizability and observability.",

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Continuity of the solution of the Riccati equations for continuous time JLQP

Abstract

ASJC Scopus subject areas

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